+120.6%
VLO vs APD
+36.4%
+84.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.6% | -5.9% |
| 7D | -6.0% | +3.8% | -9.8% | -6.3% |
| 30D | -12.9% | +14.1% | -27.0% | -14.1% |
| 3M | +18.3% | +8.2% | +10.1% | +17.4% |
| 6M | +46.4% | +7.5% | +38.9% | +46.2% |
| YTD | +127.7% | +31.7% | +96.1% | +118.7% |
| 1Y | +120.6% | +35.1% | +85.5% | +108.6% |
| All | +120.6% | +36.4% | +84.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling